NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 01-Dec-2008
Day Change Summary
Previous Current
28-Nov-2008 01-Dec-2008 Change Change % Previous Week
Open 58.87 58.08 -0.79 -1.3% 54.55
High 59.89 58.40 -1.49 -2.5% 59.89
Low 56.75 54.30 -2.45 -4.3% 54.25
Close 59.29 54.40 -4.89 -8.2% 59.29
Range 3.14 4.10 0.96 30.6% 5.64
ATR 3.57 3.67 0.10 2.8% 0.00
Volume 8,348 5,280 -3,068 -36.8% 36,671
Daily Pivots for day following 01-Dec-2008
Classic Woodie Camarilla DeMark
R4 68.00 65.30 56.66
R3 63.90 61.20 55.53
R2 59.80 59.80 55.15
R1 57.10 57.10 54.78 56.40
PP 55.70 55.70 55.70 55.35
S1 53.00 53.00 54.02 52.30
S2 51.60 51.60 53.65
S3 47.50 48.90 53.27
S4 43.40 44.80 52.15
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 74.73 72.65 62.39
R3 69.09 67.01 60.84
R2 63.45 63.45 60.32
R1 61.37 61.37 59.81 62.41
PP 57.81 57.81 57.81 58.33
S1 55.73 55.73 58.77 56.77
S2 52.17 52.17 58.26
S3 46.53 50.09 57.74
S4 40.89 44.45 56.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.89 54.25 5.64 10.4% 3.86 7.1% 3% False False 8,390
10 62.18 52.47 9.71 17.8% 3.23 5.9% 20% False False 7,953
20 75.10 52.47 22.63 41.6% 3.60 6.6% 9% False False 7,218
40 92.08 52.47 39.61 72.8% 3.22 5.9% 5% False False 5,702
60 110.69 52.47 58.22 107.0% 2.48 4.6% 3% False False 4,426
80 123.71 52.47 71.24 131.0% 1.95 3.6% 3% False False 3,617
100 146.69 52.47 94.22 173.2% 1.61 3.0% 2% False False 3,030
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.83
2.618 69.13
1.618 65.03
1.000 62.50
0.618 60.93
HIGH 58.40
0.618 56.83
0.500 56.35
0.382 55.87
LOW 54.30
0.618 51.77
1.000 50.20
1.618 47.67
2.618 43.57
4.250 36.88
Fisher Pivots for day following 01-Dec-2008
Pivot 1 day 3 day
R1 56.35 57.10
PP 55.70 56.20
S1 55.05 55.30

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These figures are updated between 7pm and 10pm EST after a trading day.

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